Fund profile
Fund manager
Total assets
$113.59 mm
Liabilities
$9.37 mm
Net assets
$104.22 mm
Number of holdings
1.32 k
Top 200 of 1323 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
EQUITY INDEX FUTURE | 16.19 mm | 61.00 contracts | 15.54 | Equity derivative | N/A | USA |
SHORT TERM INV FUND | 6.60 mm | 6.60 mm shares | 6.33 | Short-term investment vehicle | Long | USA |
GOVERNMENT FUTURES | 4.60 mm | 43.00 contracts | 4.42 | Interest rate derivative | N/A | USA |
Total Return Swap
GOLDMAN SACHS INTERNATIONAL
|
4.23 mm | 27.48 k contracts | 4.06 | Equity derivative | N/A | USA |
AAPL Apple Inc | 4.14 mm | 24.14 k shares | 3.97 | Common equity | Long | USA |
Total Return Swap
GOLDMAN SACHS INTERNATIONAL
|
3.91 mm | 27.98 k contracts | 3.75 | Equity derivative | N/A | USA |
GOVERNMENT FUTURES | 3.89 mm | 19.00 contracts | 3.73 | Interest rate derivative | N/A | USA |
MSFT Microsoft Corporation | 3.44 mm | 8.18 k shares | 3.30 | Common equity | Long | USA |
NVDA NVIDIA Corp | 3.39 mm | 3.75 k shares | 3.25 | Common equity | Long | USA |
Total Return Swap
BARCLAYS BANK PLC
|
3.22 mm | 23.73 k contracts | 3.09 | Equity derivative | N/A | USA |
EQUITY INDEX FUTURE | 3.22 mm | 30.00 contracts | 3.09 | Equity derivative | N/A | USA |
Total Return Swap
BARCLAYS BANK PLC
|
3.17 mm | 28.94 k contracts | 3.04 | Equity derivative | N/A | USA |
AMZN Amazon.com Inc. | 2.81 mm | 15.59 k shares | 2.70 | Common equity | Long | USA |
GOOG Alphabet Inc - Ordinary Shares | 2.63 mm | 17.43 k shares | 2.52 | Common equity | Long | USA |
GOVERNMENT FUTURES | 2.55 mm | 23.00 contracts | 2.45 | Interest rate derivative | N/A | USA |
FNMA TBA | 2.48 mm | 3.00 mm principal | 2.38 | ABS-mortgage backed security | Long | USA |
GOVERNMENT FUTURES | 1.94 mm | 15.00 contracts | 1.86 | Interest rate derivative | N/A | USA |
META Meta Platforms Inc - Ordinary Shares | 1.82 mm | 3.74 k shares | 1.74 | Common equity | Long | USA |
GOVERNMENT FUTURES | 1.57 mm | 13.00 contracts | 1.50 | Interest rate derivative | N/A | USA |
LLY Lilly(Eli) & Co | 1.48 mm | 1.90 k shares | 1.42 | Common equity | Long | USA |
MRK Merck & Co Inc | 1.25 mm | 9.51 k shares | 1.20 | Common equity | Long | USA |
WMT Walmart Inc | 1.14 mm | 19.02 k shares | 1.10 | Common equity | Long | USA |
QCOM Qualcomm, Inc. | 1.06 mm | 6.28 k shares | 1.02 | Common equity | Long | USA |
FNMA TBA | 1.02 mm | 1.00 mm principal | 0.98 | ABS-mortgage backed security | Short | USA |
NFLX Netflix Inc. | 999.06 k | 1.65 k shares | 0.96 | Common equity | Long | USA |
FNMA TBA | 995.20 k | 1.00 mm principal | 0.95 | ABS-mortgage backed security | Short | USA |
JPM JPMorgan Chase & Co. | 986.08 k | 4.92 k shares | 0.95 | Common equity | Long | USA |
FNMA TBA | 976.02 k | 1.00 mm principal | 0.94 | ABS-mortgage backed security | Long | USA |
ADP Automatic Data Processing Inc. | 931.28 k | 3.73 k shares | 0.89 | Common equity | Long | USA |
FNMA TBA | 908.71 k | 1.00 mm principal | 0.87 | ABS-mortgage backed security | Long | USA |
BKNG Booking Holdings Inc | 906.97 k | 250.00 shares | 0.87 | Common equity | Long | USA |
CDNS Cadence Design Systems, Inc. | 906.45 k | 2.91 k shares | 0.87 | Common equity | Long | USA |
C Citigroup Inc | 903.64 k | 14.29 k shares | 0.87 | Common equity | Long | USA |
FNMA TBA | 894.73 k | 1.00 mm principal | 0.86 | ABS-mortgage backed security | Long | USA |
FN30 | 891.18 k | 909.12 k principal | 0.86 | ABS-mortgage backed security | Long | USA |
KLAC KLA Corp. | 887.88 k | 1.27 k shares | 0.85 | Common equity | Long | USA |
KO Coca-Cola Co | 884.66 k | 14.46 k shares | 0.85 | Common equity | Long | USA |
ADBE Adobe Inc | 884.06 k | 1.75 k shares | 0.85 | Common equity | Long | USA |
GNMA TBA | 882.02 k | 1.00 mm principal | 0.85 | ABS-mortgage backed security | Long | USA |
VRTX Vertex Pharmaceuticals, Inc. | 803.83 k | 1.92 k shares | 0.77 | Common equity | Long | USA |
PYPL PayPal Holdings Inc | 793.70 k | 11.85 k shares | 0.76 | Common equity | Long | USA |
MMM 3M Co. | 792.45 k | 7.47 k shares | 0.76 | Common equity | Long | USA |
MRO Marathon Oil Corporation | 790.52 k | 27.89 k shares | 0.76 | Common equity | Long | USA |
VST Vistra Corp | 717.95 k | 10.31 k shares | 0.69 | Common equity | Long | USA |
LMT Lockheed Martin Corp. | 706.87 k | 1.55 k shares | 0.68 | Common equity | Long | USA |
UBER Uber Technologies Inc | 705.15 k | 9.16 k shares | 0.68 | Common equity | Long | USA |
MET Metlife Inc | 685.22 k | 9.25 k shares | 0.66 | Common equity | Long | USA |
FN30 | 677.75 k | 819.88 k principal | 0.65 | ABS-mortgage backed security | Long | USA |
SPG Simon Property Group, Inc. | 669.93 k | 4.28 k shares | 0.64 | Common equity | Long | USA |
VEEV Veeva Systems Inc - Ordinary Shares | 618.84 k | 2.67 k shares | 0.59 | Common equity | Long | USA |
DFS Discover Financial Services | 611.93 k | 4.67 k shares | 0.59 | Common equity | Long | USA |
AIG American International Group Inc | 609.65 k | 7.80 k shares | 0.58 | Common equity | Long | USA |
U.S. T BILLS | 597.90 k | 600.00 k principal | 0.57 | Debt | Long | USA |
LNG Cheniere Energy Inc. | 568.67 k | 3.53 k shares | 0.55 | Common equity | Long | USA |
CL Colgate-Palmolive Co. | 563.53 k | 6.26 k shares | 0.54 | Common equity | Long | USA |
MA Mastercard Incorporated - Ordinary Shares | 554.77 k | 1.15 k shares | 0.53 | Common equity | Long | USA |
UNP Union Pacific Corp. | 540.31 k | 2.20 k shares | 0.52 | Common equity | Long | USA |
ABBV Abbvie Inc | 521.90 k | 2.87 k shares | 0.50 | Common equity | Long | USA |
FR30 | 514.86 k | 586.23 k principal | 0.49 | ABS-mortgage backed security | Long | USA |
GII30P | 493.87 k | 487.66 k principal | 0.47 | ABS-mortgage backed security | Long | USA |
EXPE Expedia Group Inc | 489.56 k | 3.55 k shares | 0.47 | Common equity | Long | USA |
MPC Marathon Petroleum Corp | 486.02 k | 2.41 k shares | 0.47 | Common equity | Long | USA |
KIOR Kior Inc | 452.84 k | 7.86 k shares | 0.43 | Common equity | Long | USA |
VRT Vertiv Holdings Co - Ordinary Shares | 416.52 k | 5.10 k shares | 0.40 | Common equity | Long | USA |
GII30 | 408.04 k | 459.30 k principal | 0.39 | ABS-mortgage backed security | Long | USA |
PG Procter & Gamble Co. | 406.92 k | 2.51 k shares | 0.39 | Common equity | Long | USA |
MSI Motorola Solutions Inc | 387.28 k | 1.09 k shares | 0.37 | Common equity | Long | USA |
T AT&T, Inc. | 371.31 k | 21.10 k shares | 0.36 | Common equity | Long | USA |
ORDINARY SHARES
|
365.71 k | 2.87 k shares | 0.35 | Common equity | Long | Denmark |
Broadcom Pte. Ltd. | 359.19 k | 271.00 shares | 0.34 | Common equity | Long | USA |
TSLA Tesla Inc | 344.72 k | 1.96 k shares | 0.33 | Common equity | Long | USA |
ORDINARY SHARES
|
342.67 k | 356.00 shares | 0.33 | Common equity | Long | Netherlands |
ABT Abbott Laboratories | 336.77 k | 2.96 k shares | 0.32 | Common equity | Long | USA |
AMP Ameriprise Financial Inc | 332.78 k | 759.00 shares | 0.32 | Common equity | Long | USA |
ELV Elevance Health Inc | 317.87 k | 613.00 shares | 0.30 | Common equity | Long | USA |
GII30 | 313.78 k | 353.20 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
EQH Equitable Holdings Inc | 288.80 k | 7.60 k shares | 0.28 | Common equity | Long | USA |
Cigna Holding Co | 269.12 k | 741.00 shares | 0.26 | Common equity | Long | USA |
EQUITY INDEX FUTURE | 265.43 k | 1.00 contracts | 0.25 | Equity derivative | N/A | USA |
BLDR Builders Firstsource Inc | 262.56 k | 1.26 k shares | 0.25 | Common equity | Long | USA |
BMY Bristol-Myers Squibb Co. | 260.36 k | 4.80 k shares | 0.25 | Common equity | Long | USA |
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
|
251.37 k | 1.00 contracts | 0.24 | DFE | N/A | USA |
CURRENCY FORWARDS
GOLDMAN SACHS INTL FX
|
249.24 k | 1.00 contracts | 0.24 | DFE | N/A | USA |
HD Home Depot, Inc. | 243.97 k | 636.00 shares | 0.23 | Common equity | Long | USA |
ROST Ross Stores, Inc. | 230.85 k | 1.57 k shares | 0.22 | Common equity | Long | USA |
BA Boeing Co. | 223.10 k | 1.16 k shares | 0.21 | Common equity | Long | USA |
ORDINARY SHARES
|
215.65 k | 2.23 k shares | 0.21 | Common equity | Long | Switzerland |
BRK.A Berkshire Hathaway Inc. - Ordinary Shares | 213.20 k | 507.00 shares | 0.20 | Common equity | Long | USA |
CSCO Cisco Systems, Inc. | 211.52 k | 4.24 k shares | 0.20 | Common equity | Long | USA |
BAC Bank Of America Corp. | 210.95 k | 5.56 k shares | 0.20 | Common equity | Long | USA |
INCY Incyte Corp. | 209.76 k | 3.68 k shares | 0.20 | Common equity | Long | USA |
CORPORATE BONDS | 207.11 k | 195.00 k principal | 0.20 | Debt | Long | USA |
GDDY Godaddy Inc - Ordinary Shares | 198.55 k | 1.67 k shares | 0.19 | Common equity | Long | USA |
U.S. T BILLS | 198.48 k | 200.00 k principal | 0.19 | Debt | Long | USA |
U.S. T BILLS | 197.56 k | 200.00 k principal | 0.19 | Debt | Long | USA |
GOVERNMENT BOND | 196.51 k | 200.00 k principal | 0.19 | Debt | Long | Indonesia |
C Citigroup Inc | 193.90 k | 204.00 k principal | 0.19 | Debt | Long | USA |
FN30 | 193.85 k | 220.96 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
CURRENCY FORWARDS
JP MORGANCHASE BANK
|
187.87 k | 1.00 contracts | 0.18 | DFE | N/A | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
186.36 k | 1.00 contracts | 0.18 | DFE | N/A | USA |
DOCU DocuSign Inc | 184.25 k | 3.09 k shares | 0.18 | Common equity | Long | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
180.05 k | 1.00 contracts | 0.17 | DFE | N/A | USA |
ORDINARY SHARES
|
179.08 k | 3.57 k shares | 0.17 | Common equity | Long | UK |
VAR.RT. CORP. BONDS | 176.10 k | 185.00 k principal | 0.17 | Debt | Long | USA |
ORDINARY SHARES
|
168.47 k | 66.00 shares | 0.16 | Common equity | Long | France |
ORDINARY SHARES
|
167.80 k | 26.82 k shares | 0.16 | Common equity | Long | UK |
VAR.RT. CORP. BONDS | 166.16 k | 200.00 k principal | 0.16 | Debt | Long | Spain |
ORDINARY SHARES
|
165.04 k | 13.86 k shares | 0.16 | Common equity | Long | Spain |
GS Goldman Sachs Group, Inc. | 163.73 k | 392.00 shares | 0.16 | Common equity | Long | USA |
ORDINARY SHARES
|
163.13 k | 5.74 k shares | 0.16 | Common equity | Long | Netherlands |
VAR.RT. CORP. BONDS | 160.51 k | 185.00 k principal | 0.15 | Debt | Long | USA |
TJX TJX Companies, Inc. | 160.35 k | 1.58 k shares | 0.15 | Common equity | Long | USA |
ORDINARY SHARES
|
158.19 k | 3.40 k shares | 0.15 | Common equity | Long | Japan |
ORDINARY SHARES
|
157.53 k | 7.31 k shares | 0.15 | Common equity | Long | UK |
ORDINARY SHARES
|
157.10 k | 3.60 k shares | 0.15 | Common equity | Long | Japan |
ORDINARY SHARES
|
156.15 k | 320.00 shares | 0.15 | Common equity | Long | Germany |
PERPETUAL BONDS | 154.35 k | 157.00 k principal | 0.15 | Debt | Long | USA |
ORDINARY SHARES
|
154.02 k | 3.06 k shares | 0.15 | Common equity | Long | Spain |
VAR.RT. CORP. BONDS | 152.99 k | 150.00 k principal | 0.15 | Debt | Long | USA |
ORDINARY SHARES
|
148.59 k | 6.74 k shares | 0.14 | Common equity | Long | Australia |
ORDINARY SHARES
|
147.68 k | 1.63 k shares | 0.14 | Common equity | Long | Switzerland |
ORDINARY SHARES
|
146.67 k | 272.00 shares | 0.14 | Common equity | Long | Switzerland |
ORDINARY SHARES
|
145.83 k | 400.00 shares | 0.14 | Common equity | Long | Japan |
ORDINARY SHARES
|
143.85 k | 781.00 shares | 0.14 | Common equity | Long | France |
EXEL Exelixis Inc | 142.71 k | 6.01 k shares | 0.14 | Common equity | Long | USA |
ORDINARY SHARES
|
142.65 k | 6.20 k shares | 0.14 | Common equity | Long | Japan |
ORDINARY SHARES
|
141.28 k | 3.99 k shares | 0.14 | Common equity | Long | UK |
ORDINARY SHARES
|
139.91 k | 1.09 k shares | 0.13 | Common equity | Long | France |
AMAT Applied Materials Inc. | 137.56 k | 667.00 shares | 0.13 | Common equity | Long | USA |
ORDINARY SHARES
|
136.89 k | 2.95 k shares | 0.13 | Common equity | Long | Switzerland |
ORDINARY SHARES
|
135.65 k | 1.75 k shares | 0.13 | Common equity | Long | France |
RGA Reinsurance Group Of America, Inc. | 135.21 k | 701.00 shares | 0.13 | Common equity | Long | USA |
ORDINARY SHARES
|
134.75 k | 5.37 k shares | 0.13 | Common equity | Long | Sweden |
ORDINARY SHARES
|
132.53 k | 24.12 k shares | 0.13 | Common equity | Long | Switzerland |
VAR.RT. CORP. BONDS | 131.12 k | 150.00 k principal | 0.13 | Debt | Long | USA |
ORDINARY SHARES
|
126.65 k | 2.43 k shares | 0.12 | Common equity | Long | Italy |
ORDINARY SHARES
|
124.42 k | 1.00 k shares | 0.12 | Common equity | Long | Japan |
WY Weyerhaeuser Co. | 123.46 k | 3.44 k shares | 0.12 | Common equity | Long | USA |
ORDINARY SHARES
|
123.09 k | 4.12 k shares | 0.12 | Common equity | Long | Netherlands |
ORDINARY SHARES
|
122.21 k | 5.40 k shares | 0.12 | Common equity | Long | Japan |
ORDINARY SHARES
|
120.08 k | 4.50 k shares | 0.12 | Common equity | Long | Singapore |
ORDINARY SHARES
|
120.03 k | 2.20 k shares | 0.12 | Common equity | Long | Japan |
ORDINARY SHARES
|
119.48 k | 1.10 k shares | 0.11 | Common equity | Long | France |
ORDINARY SHARES
|
118.23 k | 2.70 k shares | 0.11 | Common equity | Long | Japan |
ORDINARY SHARES
|
117.27 k | 10.53 k shares | 0.11 | Common equity | Long | Finland |
AMT American Tower Corp. | 117.06 k | 125.00 k principal | 0.11 | Debt | Long | USA |
ORDINARY SHARES
|
116.04 k | 4.30 k shares | 0.11 | Common equity | Long | Japan |
ORDINARY SHARES
|
115.17 k | 23.61 k shares | 0.11 | Common equity | Long | Spain |
ORDINARY SHARES
|
114.38 k | 3.01 k shares | 0.11 | Common equity | Long | Italy |
ORDINARY SHARES
|
114.05 k | 241.00 shares | 0.11 | Common equity | Long | France |
ORDINARY SHARES
|
112.78 k | 8.11 k shares | 0.11 | Common equity | Long | Germany |
GS Goldman Sachs Group, Inc. | 112.62 k | 117.00 k principal | 0.11 | Debt | Long | USA |
ORDINARY SHARES
|
112.26 k | 1.94 k shares | 0.11 | Common equity | Long | Switzerland |
ORDINARY SHARES
|
110.21 k | 4.01 k shares | 0.11 | Common equity | Long | Luxembourg |
GII30 | 110.03 k | 109.59 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
CORP CMO | 106.34 k | 117.00 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
ORDINARY SHARES
|
106.31 k | 3.79 k shares | 0.10 | Common equity | Long | Australia |
VAR.RT. CORP. BONDS | 106.09 k | 120.00 k principal | 0.10 | Debt | Long | USA |
ORDINARY SHARES
|
103.30 k | 4.62 k shares | 0.10 | Common equity | Long | UK |
Credit Default Swap Basket Index | 101.97 k | 4.50 mm contracts | 0.10 | Credit derivative | N/A | USA |
CURRENCY FORWARDS
JP MORGANCHASE BANK
|
101.70 k | 1.00 contracts | 0.10 | DFE | N/A | USA |
ORDINARY SHARES
|
98.35 k | 3.73 k shares | 0.09 | Common equity | Long | Norway |
CORP CMO | 95.88 k | 94.02 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
ORDINARY SHARES
|
95.34 k | 106.00 shares | 0.09 | Common equity | Long | France |
ORDINARY SHARES
|
95.34 k | 14.44 k shares | 0.09 | Common equity | Long | Italy |
ORDINARY SHARES
|
93.81 k | 10.00 k shares | 0.09 | Common equity | Long | Israel |
ORDINARY SHARES
|
93.25 k | 104.85 k shares | 0.09 | Common equity | Long | UK |
ORDINARY SHARES
|
93.06 k | 4.10 k shares | 0.09 | Common equity | Long | Japan |
ORDINARY SHARES
|
92.30 k | 2.40 k shares | 0.09 | Common equity | Long | Japan |
COMMON STOCK
|
92.13 k | 669.00 shares | 0.09 | Common equity | Long | USA |
BA Boeing Co. | 91.77 k | 90.00 k principal | 0.09 | Debt | Long | USA |
CORP. NOTE | 91.11 k | 102.00 k principal | 0.09 | Debt | Long | USA |
IRDM Iridium Communications Inc | 90.67 k | 3.47 k shares | 0.09 | Common equity | Long | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
90.66 k | 1.00 contracts | 0.09 | DFE | N/A | USA |
ORDINARY SHARES
|
90.17 k | 10.00 k shares | 0.09 | Common equity | Long | Japan |
CURRENCY FORWARDS
CITIBANK N.A.
|
90.16 k | 1.00 contracts | 0.09 | DFE | N/A | USA |
ORLY O`Reilly Automotive, Inc. | 86.92 k | 77.00 shares | 0.08 | Common equity | Long | USA |
CURRENCY FORWARDS
MORGAN STANLEY AND CO. INTERNATIONAL
|
86.90 k | 1.00 contracts | 0.08 | DFE | N/A | USA |
CORPORATE STEP UP | 86.29 k | 73.00 k principal | 0.08 | Debt | Long | Netherlands |
ORDINARY SHARES
|
86.24 k | 535.00 shares | 0.08 | Common equity | Long | Denmark |
WSM Williams-Sonoma, Inc. | 86.05 k | 271.00 shares | 0.08 | Common equity | Long | USA |
GII30 | 86.00 k | 85.12 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
MEDP Medpace Holdings Inc | 85.28 k | 211.00 shares | 0.08 | Common equity | Long | USA |
CORPORATE BONDS | 85.22 k | 90.00 k principal | 0.08 | Debt | Long | USA |
ORDINARY SHARES
|
84.41 k | 795.00 shares | 0.08 | Common equity | Long | Switzerland |
Credit Default Swap Basket Index | 83.71 k | 1.13 mm contracts | 0.08 | Credit derivative | N/A | USA |
FCX Freeport-McMoRan Inc | 83.13 k | 1.77 k shares | 0.08 | Common equity | Long | USA |
VLO Valero Energy Corp. | 82.96 k | 486.00 shares | 0.08 | Common equity | Long | USA |
ORDINARY SHARES
|
82.56 k | 2.82 k shares | 0.08 | Common equity | Long | UK |
SCCO Southern Copper Corporation | 82.55 k | 775.00 shares | 0.08 | Common equity | Long | USA |
ORDINARY SHARES
|
81.78 k | 900.00 shares | 0.08 | Common equity | Long | Japan |
NVR NVR Inc. | 81.00 k | 10.00 shares | 0.08 | Common equity | Long | USA |
TTD Trade Desk Inc - Ordinary Shares | 80.78 k | 924.00 shares | 0.08 | Common equity | Long | USA |
ET Energy Transfer LP | 80.32 k | 86.00 k principal | 0.08 | Debt | Long | USA |
ORDINARY SHARES
|
79.94 k | 22.51 k shares | 0.08 | Common equity | Long | Australia |
LEN Lennar Corp. - Ordinary Shares | 78.94 k | 459.00 shares | 0.08 | Common equity | Long | USA |
ORDINARY SHARES
|
78.83 k | 2.51 k shares | 0.08 | Common equity | Long | Netherlands |
CAH Cardinal Health, Inc. | 77.88 k | 696.00 shares | 0.07 | Common equity | Long | USA |
ORDINARY SHARES
|
77.27 k | 16.00 k shares | 0.07 | Common equity | Long | Hong Kong |
CORPORATE BONDS | 77.02 k | 90.00 k principal | 0.07 | Debt | Long | USA |